+33.8%
VWO vs AGNC
+26.7%
+7.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.8% | -4.7% | +2.9% | -0.3% |
| 30D | -0.1% | -5.7% | +5.6% | +1.6% |
| 3M | +2.2% | +1.9% | +0.4% | +1.5% |
| 6M | +8.8% | +1.8% | +7.0% | +7.9% |
| YTD | +12.4% | +3.4% | +8.9% | +10.9% |
| 1Y | +15.6% | +13.6% | +2.0% | +11.0% |
| 3Y | +62.5% | +60.4% | +2.2% | +41.0% |
| All | +33.8% | +26.7% | +7.2% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling